+1,428.5%
IBKR vs KNX
+359.4%
+1,069.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | -1.3% | -5.6% | +4.2% | +0.7% |
| 30D | -0.2% | -4.4% | +4.2% | +1.4% |
| 3M | +3.0% | -17.3% | +20.3% | +9.6% |
| 6M | +33.9% | +22.6% | +11.2% | +22.6% |
| YTD | +42.5% | +31.1% | +11.4% | +26.9% |
| 1Y | +44.9% | +60.2% | -15.3% | +18.6% |
| 3Y | +293.0% | +35.8% | +257.3% | +230.6% |
| 5Y | +497.7% | +38.9% | +458.7% | +385.7% |
| 10Y | +1,004.4% | +166.5% | +837.9% | +534.2% |
| All | +1,428.5% | +359.4% | +1,069.1% | +466.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling